uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Analysis of Empirical Investor Networks and Information Events in Stock Market
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology.
2013 (English)Independent thesis Advanced level (degree of Master (Two Years)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

We did further analysis to understand the dynamics of information diffusion in an"Empirical Investor Network (EIN) [8]. We find that the timings of the trades are of crucial importance for central investors. We find further evidence that central traders have information advantage and information diffusion plays a central role in their profitability. We verify through our robustness tests that all results hold up when profits are calculated using actual realized returns instead of a fixed holding period.

Place, publisher, year, edition, pages
2013.
Series
IT, 13 088
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:uu:diva-215603OAI: oai:DiVA.org:uu-215603DiVA: diva2:687725
Educational program
Master Programme in Computational Science
Supervisors
Examiners
Available from: 2014-01-15 Created: 2014-01-15 Last updated: 2014-01-15Bibliographically approved

Open Access in DiVA

fulltext(572 kB)338 downloads
File information
File name FULLTEXT01.pdfFile size 572 kBChecksum SHA-512
ae26ba22511ccff49aa5a33207b7fd2d7c443c33f9c24f63aa2427a407866b4afec3c99f8522cfc365d2717a634e1d52e0aa07b75b9f62b40f62cf6a116bb47a
Type fulltextMimetype application/pdf

By organisation
Department of Information Technology
Engineering and Technology

Search outside of DiVA

GoogleGoogle Scholar
Total: 338 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 661 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf